-13.1%
LYB vs BURL
-15.6%
+2.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.3% | +3.4% |
| 7D | -0.6% | -0.8% | +0.2% | -0.7% |
| 30D | +5.3% | -4.4% | +9.8% | +5.2% |
| 3M | -1.2% | -28.6% | +27.4% | -5.1% |
| 6M | -13.1% | -12.3% | -0.8% | -13.4% |
| All | -13.1% | -15.6% | +2.5% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling